Quantitative Market Risk Manager - Financial Services - Paris

Job Title: Quantitative Market Risk Manager - Financial Services - Paris
Contract Type: Permanent
Location: Paris
Industry: financial services
Salary: £55k - 70k per year
REF: 22710
Contact Name: Victoria Gbadebo
Job Published: 23 days ago

Job Description


Twenty Recruitment are currently searching for a Quantitative Analyst to join a highly reputable financial services institution which holds a market leading presence in its sector. 

Key Responsibilities

  • Maintain and develop fixed income models and frameworks from design to implementation
  • Work closely with key internal and external stakeholders including Business Heads, IT, Risk, Compliance and the Regulators
  • Implement new tools/prototypes to test/validate new methodologies
  • Identify emerging risks and report to senior stakeholders
  • Identify how technology can be used to improve analysis and risk management
  • Assess wider risks e.g. Liquidity Risk that may not be measured with existing models

Key Skills

  • Relevant experience in a Quantitative Risk modelling position within Financial Services
  • Markets product knowledge is essential, especially Fixed Income and Repo markets
  • Previous experience gained in an Investment Bank or Broker is essential
  • Advanced Excel and programming skills including SAS, VBA, SQL and Matlab
  • Experience developing quantitative models and pricing models is highly desirable
  • Exposure to a broad range of asset classes, especially Equity Derivatives